+112.9%
RKT vs GGLL
+195.8%
-82.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.3% |
| 7D | +10.3% | +6.3% | +4.0% | +8.9% |
| 30D | +32.3% | -35.1% | +67.4% | +43.5% |
| 3M | +10.7% | -37.7% | +48.4% | +20.7% |
| 6M | -3.2% | -54.1% | +50.9% | +12.0% |
| YTD | -21.5% | -29.4% | +7.9% | -18.3% |
| 1Y | -6.0% | -13.4% | +7.4% | -6.4% |
| 3Y | +104.2% | +158.3% | -54.1% | +35.8% |
| All | +112.9% | +195.8% | -82.9% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling